PrototypeCommon
lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
- Owner
- lequant40 (personal account)
- Stars
- Stars: 186
- Forks
- Forks: 34
- Language
- JavaScript
- License
- MIT
- Created
- 2017
- Topics
- quantitative-financerisk-parityrisk-budgetingmarkowitzcritical-line-algorithmclusteringconvex-optimizationportfolio-optimizationfistaquadratic-programming
- Tier
- Prototype (100 to 249 ★) What this tier means
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